The returns to a portfolio over the last 5 years are: Year 1 2 3 4 5 Portfolio Returns 6% 9% 3% 12% 4% The risk-free rate is 1.55% per year. Calculate the Sharpe ratio. Enter your answer as a number rather than a percentage. That is, if your answer is 0.92, then enter 0.92 rather than 92%.

The returns to a portfolio over the last 5 years are: Year 1 2 3 4 5 Portfolio Returns 6% 9% 3% 12% 4% The risk-free rate is 1.55% per year. Calculate the Sharpe ratio. Enter your answer as a number rather than a percentage. That is, if your answer is 0.92, then enter 0.92 rather than 92%.

Essentials Of Investments

11th Edition

ISBN:9781260013924

Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Chapter1: Investments: Background And Issues

Section: Chapter Questions

Problem 1PS

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Question

The returns to a portfolio over the last 5 years are:
Year
1
2
3.
4
5
Portfolio Returns
6%
9%
3%
12%
4%
The risk-free rate is 1.55% per year. Calculate the Sharpe ratio. Enter your answer
as a number rather than a percentage. That is, if your answer is 0.92, then enter
0.92 rather than 92%.

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